One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,5,4)(3,6,8,7)(10,14)(12,15)(19,23)(21,24)(25,26)(27,31)(28,36)(29,30)(32,37)(33,35)(34,39)(38,40)(2,4)(6,7)(10,14)(11,16)(17,18,20,22)(19,21,23,24)(26,30)(28,37)(31,33)(34,40)(1,3,5,8)(2,6,4,7)(9,10)(11,15)(12,16)(13,14)(25,26)(27,33)(28,32)(29,30)(31,35)(34,39)(36,37)(38,40)(1,3)(2,6)(4,7)(5,8)(9,11,13,16)(10,15,14,12)(17,19)(18,21)(20,23)(22,24)(25,27)(26,31)(28,34)(29,35)(30,33)(32,38)(36,39)(37,40)(1,4,5,2)(3,7,8,6)(9,12,13,15)(10,16,14,11)(25,28)(26,32)(27,34)(29,37)(30,36)(31,38)(33,39)(35,40)A Cayley diagram is a choice, not a fact about the group. Another drawing of this group — in a book, or on a different generating set — may look nothing like this one.